Jaymr/zszq-trs
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

更新交换利率端获取方法及相关引用

Browse Source
This commit is contained in:
锦麟 王
2025-04-24 16:59:53 +08:00
parent 6c5cf3289b
commit cb8e7be009
3 changed files with 19 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeConfirmationGenerator.cs
+7 -3
View File
@@ -1,6 +1,7 @@
using Microsoft.VisualBasic;
using Newtonsoft.Json.Linq;
using NPOI.SS.Formula.Functions;
using System.Net.Http.Headers;
using System.Text.RegularExpressions;
using YLErp.Core.Helpers;
using YLErp.DBModels;
@@ -112,25 +113,28 @@ namespace YLErp.Plugins.ShanXi.DocumentGenerator
var trades = Context.Trades;
var totalPosiQuantity = 0.0;
var StockEqvNotionalRealSum = 0.0;
var allSwapPositions = Context.GetSwapPositions(trades.Select(x => x.id).ToList(), true);
var allinterestMargins = allSwapPositions.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode));
foreach (var trade in trades)
{
var swapPositions = Context.GetSwapPositions(trade.id, true);
var swapPosition = swapPositions.Where(x => x.PositionType == 1 || x.PositionType == 2).FirstOrDefault();
var interestMargins = swapPositions.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode));
var initialMarginQuery = swapPositions.Where(x => x.InterestMode == 5);
var additionMarginQuery = swapPositions.Where(x => x.InterestMode == 6);
var underlyingCode = swapPosition?.UnderlyingCode;
if (count == 0)
{
var interestMargin = interestMargins.FirstOrDefault(o => o.interest_rest_days != null);
var interestMargin = allinterestMargins.FirstOrDefault(o => o.interest_rest_days != null);
if (interestMargin == null)
{
interestMargin = interestMargins.FirstOrDefault(o => string.IsNullOrWhiteSpace(o.FloatRateUnderlyingCode));
interestMargin = allinterestMargins.FirstOrDefault(o => string.IsNullOrWhiteSpace(o.FloatRateUnderlyingCode));
}
if (interestMargin == null)
{
interestMargin = interestMargins.FirstOrDefault();
interestMargin = allinterestMargins.FirstOrDefault();
}
dic["成交日期"] = trade.TradeDate?.ToString("yyyy年M月d日");